Detect memory allocations in third party dlls

I am trying to use VLD to create an overview of all memory allocations my app is holding at a certain point in time by the use of the "vldreport" functions. I am aware, that my app uses part of its memory indirectly, for example it loads sound
files via fmod or textures via DirectX. To me it seems that I cannot see some of those allocations via the report functions. Is there any type of allocation which is technical impossible to detect for VLD?

I already experimented with VLD_OPT_MODULE_LIST_INCLUDE and printed a list of all loaded modules.